MODELING CYCLES IN ECONOMETRIC MODELS

The paper describes the author’s algorithm for ﬁnding the cyclical components.All time series consist of 4 components,namely trend, seasonal, cyclic and residual component. In the domestic literaturedescribes only to ﬁnd the trend, seasonal and residual components. And findingcyclic components is si...

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Published in:	Статистика и экономика no. 1; pp. 176 - 178
Main Authors:	Anatoly B. Yusov, Antonina A. Kasatkina
Format:	Journal Article
Language:	English Russian
Published:	Plekhanov Russian University of Economics 01.08.2016
Subjects:	econometrics socio-economic models statistics time series time series forecasting временные ряды прогно зирование временных рядов социально-экономические модели статистика эконометрика
ISSN:	2500-3925
Online Access:	Get full text
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Abstract	The paper describes the author’s algorithm for ﬁnding the cyclical components.All time series consist of 4 components,namely trend, seasonal, cyclic and residual component. In the domestic literaturedescribes only to ﬁnd the trend, seasonal and residual components. And findingcyclic components is similar to ﬁndingseasonal. The author believes that the algorithm for ﬁnding the seasonal andcyclical cannot be the same.
AbstractList	The paper describes the author’s algorithm for ﬁnding the cyclical components.All time series consist of 4 components,namely trend, seasonal, cyclic and residual component. In the domestic literaturedescribes only to ﬁnd the trend, seasonal and residual components. And findingcyclic components is similar to ﬁndingseasonal. The author believes that the algorithm for ﬁnding the seasonal andcyclical cannot be the same.
Author	Antonina A. Kasatkina Anatoly B. Yusov
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Snippet	The paper describes the author’s algorithm for ﬁnding the cyclical components.All time series consist of 4 components,namely trend, seasonal, cyclic and...
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SubjectTerms	econometrics socio-economic models statistics time series time series forecasting временные ряды прогно зирование временных рядов социально-экономические модели статистика эконометрика
Title	MODELING CYCLES IN ECONOMETRIC MODELS
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